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MATH 4790/6790

The Mathematics of Option Pricing

Bonds, stock markets, derivatives, arbitrage, and binomial tree models for stocks and options, Black-Scholes formula for options pricing, hedging. Computational methods will be incorporated.

Credit Hours:
[(MATH 2270 or MATH 2500) and (MATH 3000 or (MATH 3200 and MATH 3300))] or MATH 3510 or MATH 3510H or permission of department

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